S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Sep-1993
Day Change Summary
Previous Current
24-Sep-1993 27-Sep-1993 Change Change % Previous Week
Open 457.74 457.63 -0.11 0.0% 458.84
High 458.56 461.81 3.25 0.7% 459.91
Low 456.92 457.63 0.71 0.2% 452.94
Close 457.63 461.80 4.17 0.9% 457.63
Range 1.64 4.18 2.54 154.9% 6.97
ATR 3.00 3.08 0.08 2.8% 0.00
Volume
Daily Pivots for day following 27-Sep-1993
Classic Woodie Camarilla DeMark
R4 472.95 471.56 464.10
R3 468.77 467.38 462.95
R2 464.59 464.59 462.57
R1 463.20 463.20 462.18 463.90
PP 460.41 460.41 460.41 460.76
S1 459.02 459.02 461.42 459.72
S2 456.23 456.23 461.03
S3 452.05 454.84 460.65
S4 447.87 450.66 459.50
Weekly Pivots for week ending 24-Sep-1993
Classic Woodie Camarilla DeMark
R4 477.74 474.65 461.46
R3 470.77 467.68 459.55
R2 463.80 463.80 458.91
R1 460.71 460.71 458.27 458.77
PP 456.83 456.83 456.83 455.86
S1 453.74 453.74 456.99 451.80
S2 449.86 449.86 456.35
S3 442.89 446.77 455.71
S4 435.92 439.80 453.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 461.81 452.94 8.87 1.9% 2.82 0.6% 100% True False
10 461.96 452.94 9.02 2.0% 3.33 0.7% 98% False False
20 463.80 452.94 10.86 2.4% 3.14 0.7% 82% False False
40 463.80 446.94 16.86 3.7% 2.82 0.6% 88% False False
60 463.80 441.40 22.40 4.9% 2.88 0.6% 91% False False
80 463.80 441.40 22.40 4.9% 2.86 0.6% 91% False False
100 463.80 436.86 26.94 5.8% 3.02 0.7% 93% False False
120 463.80 432.30 31.50 6.8% 3.11 0.7% 94% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 479.58
2.618 472.75
1.618 468.57
1.000 465.99
0.618 464.39
HIGH 461.81
0.618 460.21
0.500 459.72
0.382 459.23
LOW 457.63
0.618 455.05
1.000 453.45
1.618 450.87
2.618 446.69
4.250 439.87
Fisher Pivots for day following 27-Sep-1993
Pivot 1 day 3 day
R1 461.11 460.88
PP 460.41 459.95
S1 459.72 459.03

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These figures are updated between 7pm and 10pm EST after a trading day.

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